Maximum likelihood estimation of higher-order integer-valued autoregressive processes

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701–722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where the innovation sequence has a Poisson distribution and the thinning is binomial. A recursive representation of the transition probability of the model is proposed. Based on this transition probability, we derive expressions for the score function and the Fisher information matrix, which form the basis for ML estimation and inference. Similar to the results in Freeland and McCabe (2004), we show that the score function and the Fisher information matrix can be neatly represented as conditional expectations. Using the INAR(2) speci?cation with binomial thinning and Poisson innovations, we examine both the asymptotic e?ciency and ?nite sample properties of the ML estimator in relation to the widely used conditional least
squares (CLS) and Yule–Walker (YW) estimators. We conclude that, if the Poisson assumption can be justi?ed, there are substantial gains to be had from using ML especially when the thinning parameters are large.

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

Corrigendum Vol. 30, Issue 2, 259, Article first published online: 15 MAR 2009 to correct the order of authors names: Bu R., K. Hadri, and B. McCabe.

Higher-order effects and ultrashort solitons in left-handed metamaterials

Starting from Maxwell's equations, we use the reductive perturbation method to derive a second-order and a third-order nonlinear Schrodinger equation, describing ultrashort solitons in nonlinear left-handed metamaterials. We find necessary conditions and derive exact bright and dark soliton solutions of these equations for the electric and magnetic field envelopes.

Investigation on localisation accuracy for first and higher order ambisonics reproduced sound sources

Ambisonics and higher order ambisonics (HOA) technologies aim at reproducing sound field either synthesised or previously recorded with dedicated microphones. Based on a spherical harmonic decomposition, the sound field is more precisely described when higher-order components are used. The presented study evaluated the perceptual and objective localisation accuracy of the sound field encoded with four microphones of order one to four and decoded over a ring of loudspeakers. A perceptual test showed an improvement of the localisation with higher order ambisonic microphones. Reproduced localisation indices were estimated for the four microphones and the respective synthetic systems of order one to four. The perceptual and objective analysis revealed the same conclusions. The localisation accuracy depends on the ambisonic order as well as the source incidence. Furthermore, impairments linked to the microphones were highlighted.

The role of higher-order chromatin structure in the yield and distribution of DNA double-strand breaks in cells irradiated with X-rays or alpha-particles

Purpose: To determine whether the non-random distributions of DNA double-strand breaks in cells observed after alpha-particle irradiation are related to the higher-order structure of the chromatin within the nucleus.

Spectral impairment of enclosed higher order ambisonics

Ambisonics is spatial audio technique that attempts to recreate a physical sound field over as large an area as possible. Higher Order Ambisonic systems modelled with near field loudspeakers in free field as well as in a simulated room are investigated. The influence of reflections on the image quality is analysed objectively for both a studio-sized and large reproduction environment using the relative intensity of the reproduced sound field. The results of a simulated enclosed HOA system in the studio-sized room are compared to sound field measurements in the reproduced area.